Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces (Q3081443)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces |
scientific article |
Statements
Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces (English)
0 references
8 March 2011
0 references
Pontryagin maximum principle
0 references
regularity of adapted solutions
0 references
stochastic optimal control
0 references
stochastic Volterra integral equations
0 references